Yazar "Caporale, Guglielmo Maria" için listeleme
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Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria; Helmi, Mohamad Husam; Catik, Abdurrahman Nazif; Ali, Faek Menla; Akdeniz, Coşkun (Elsevier Science Bv, 2018)This paper examines the Taylor rule in five emerging economies, namely Indonesia, Israel, South Korea, Thailand, and Turkey. In particular, it investigates whether monetary policy in these countries can be more accurately ... -
Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach
Caporale, Guglielmo Maria; Çatık, Abdurrahman Nazif; Kışla, Gül Şerife Huyugüzel; Helmi, NMohamed Husam; Akdeniz, Coşkun (Elsevier Sci Ltd, 2022)This paper investigates how exchange rates and oil prices have affected sectoral stock returns in the BRICS-T countries over the period from 2 January 2001 to 22 March 2021. Following the estimation of a benchmark linear ...